What step do you actually mean when you say connect? A port issue would only come up on loading into the game, after selecting your character. Also it's important to note that Mordion (the jail zone) would do the same thing (not connect all the way after char select).
If the connection issue is in your launcher, are you not using the latest launcher? It is required, and people seem to often accidentally launch the old launcher even if they grabbed the new one. Check first link in my signature for details.
If the 56xxx range is blocked, you won't be able to play. However, a VPN may work.
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